+19.5%
CLF vs REPL
+25.1%
-5.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -3.2% | -9.0% | -12.0% |
| 7D | -21.0% | +15.1% | -36.1% | -21.8% |
| 30D | -8.0% | +51.1% | -59.1% | -11.2% |
| 3M | -10.9% | +69.2% | -80.1% | -15.0% |
| 6M | +5.8% | +597.6% | -591.7% | -17.7% |
| YTD | -15.1% | +106.0% | -121.1% | -30.3% |
| 1Y | +7.2% | +133.3% | -126.1% | -13.3% |
| 3Y | -34.2% | +41.0% | -75.2% | -56.8% |
| 5Y | -49.6% | -40.1% | -9.4% | -63.0% |
| All | +19.5% | +25.1% | -5.6% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded REPL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling